+142.5%
XLC vs VALE
+138.3%
+4.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.8% | +1.6% | -2.4% | -1.2% |
| 30D | +1.0% | +5.1% | -4.1% | -0.2% |
| 3M | -0.7% | -0.4% | -0.3% | -0.9% |
| 6M | -5.1% | -2.2% | -2.9% | -5.3% |
| YTD | -4.3% | +20.5% | -24.8% | -9.4% |
| 1Y | -0.6% | +61.2% | -61.7% | -12.4% |
| 3Y | +72.7% | +43.1% | +29.6% | +54.0% |
| 5Y | +38.0% | +34.0% | +4.0% | +20.6% |
| All | +142.5% | +138.3% | +4.2% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling